Simple Heterogeneity Variance Estimation for Meta-Analysis
- 20 January 2005
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series C: Applied Statistics
- Vol. 54 (2) , 367-384
- https://doi.org/10.1111/j.1467-9876.2005.00489.x
Abstract
Summary: A simple method of estimating the heterogeneity variance in a random-effects model for meta-analysis is proposed. The estimator that is presented is simple and easy to calculate and has improved bias compared with the most common estimator used in random-effects meta-analysis, particularly when the heterogeneity variance is moderate to large. In addition, it always yields a non-negative estimate of the heterogeneity variance, unlike some existing estimators. We find that random-effects inference about the overall effect based on this heterogeneity variance estimator is more reliable than inference using the common estimator, in terms of coverage probability for an interval estimate.Keywords
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